+2,005.7%
MAR vs HALO
+2,426.8%
-421.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.5% | -2.1% | +1.6% | -0.1% |
| 30D | -4.7% | +4.6% | -9.3% | -5.4% |
| 3M | -15.6% | +50.2% | -65.8% | -21.5% |
| 6M | +1.2% | +57.6% | -56.4% | -6.7% |
| YTD | +7.5% | +59.6% | -52.1% | -1.3% |
| 1Y | +26.6% | +41.2% | -14.6% | +18.4% |
| 3Y | +66.0% | +178.9% | -112.9% | +34.5% |
| 5Y | +154.1% | +160.1% | -6.0% | +104.7% |
| 10Y | +441.9% | +967.5% | -525.6% | +230.9% |
| All | +2,005.7% | +2,426.8% | -421.1% | +821.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling